巨災(zāi)保險(xiǎn)保費(fèi)定價(jià)方法研究
畢業(yè)
巨災(zāi)保險(xiǎn)保費(fèi)定價(jià)方法研究
摘 要: 2004年12月26日印尼北部蘇門答臘島亞齊省海域發(fā)生里氏8.9級(jí)地震，并引發(fā)強(qiáng)烈海嘯波及周圍國(guó)家，造成迄今為止至少15.5萬(wàn)人傷亡，這是107年來(lái)歷史上最嚴(yán)重的地震之1。 “海嘯”災(zāi)難，讓我們清醒地認(rèn)識(shí)到發(fā)展巨災(zāi)保險(xiǎn)的重要性與迫切性，巨災(zāi)保險(xiǎn)對(duì)于維護(hù)社會(huì)穩(wěn)定，保證經(jīng)濟(jì)的平穩(wěn)發(fā)展具有不可替代的作用。然而，我國(guó)當(dāng)前發(fā)展巨災(zāi)保險(xiǎn)面臨著種種困難，其中最突出的問題就是巨災(zāi)保險(xiǎn)的定價(jià)方法。本文從分析傳統(tǒng)的保險(xiǎn)產(chǎn)品定價(jià)方法入手，闡述了目前所使用的方法不適用于巨災(zāi)保險(xiǎn)的弊端，認(rèn)為應(yīng)該將巨災(zāi)保險(xiǎn)作為證券放到資本市場(chǎng)中，從而完善巨災(zāi)保險(xiǎn)產(chǎn)品的定價(jià)方法。本文引用了CAPM定價(jià)模型，對(duì)之加以調(diào)整得出巨災(zāi)保險(xiǎn)產(chǎn)品的風(fēng)險(xiǎn)附加費(fèi)用，從資本市場(chǎng)的角度研究巨災(zāi)保險(xiǎn)產(chǎn)品的定價(jià)，以便更加合理地解釋巨災(zāi)保險(xiǎn)產(chǎn)品的定價(jià)問題。
關(guān)鍵詞: 巨災(zāi)保險(xiǎn)，巨災(zāi)證券，CAPM，保費(fèi)，巨災(zāi)債券
Research on the Pricing Methods of Catastrophic Insurance
Abstract: A magnitude 8.9 earthquake, that happened in Indonesias northern Aceh province on Sumatra island waters in december 26.2004 , aroused a strong tsunami around the countries, so far caused at least 155,000 deaths and injuries, is the most serious one of the earthquake during 107 years of history . "Tsunami" disaster, lets us clearly understand that the the importance and urgency of the development of catastrophic insurance for the maintenance of social stability, ensures steady economic development play an irreplaceable role. However, Chinese current development of catastrophe insurance is facing many difficulties, the most prominent of which is the issue of catastrophic insurance pricing methods. Based on the analysis of traditional insurance products pricing methods, I expounded the currently used method is not applicable to the catastrophic insurance abuses that should be as catastrophic insurance capital into the securities market, thereby improving the catastrophic insurance product pricing. This paper quoted the CAPM pricing model, which is adjusted to make it come to catastrophic risk insurance products in additional costs, from the perspective of capital market research catastrophe insurance product pricing, to gain a more reasonable interpretation of the catastrophe insurance products pricing.
Keywords: Catastrophe insurance, Catastrophe securities, CAPM, Insurance premium, Catastrophe bonds
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